Lotte Reit (Korea) Performance
| 330590 Stock | 3,165 80.00 2.59% |
The company secures a Beta (Market Risk) of 0.0893, which conveys not very significant fluctuations relative to the market. As returns on the market increase, Lotte Reit's returns are expected to increase less than the market. However, during the bear market, the loss of holding Lotte Reit is expected to be smaller as well. At this point, Lotte Reit has a negative expected return of -0.31%. Please make sure to verify Lotte Reit's total risk alpha, maximum drawdown, potential upside, as well as the relationship between the treynor ratio and value at risk , to decide if Lotte Reit performance from the past will be repeated at some point in the near future.
Risk-Adjusted Performance
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Over the last 90 days Lotte Reit Co has generated negative risk-adjusted returns adding no value to investors with long positions. Despite weak performance in the last few months, the Stock's basic indicators remain somewhat strong which may send shares a bit higher in January 2025. The current disturbance may also be a sign of long term up-swing for the company investors. ...more
Lotte |
Lotte Reit Relative Risk vs. Return Landscape
If you would invest 382,988 in Lotte Reit Co on September 13, 2024 and sell it today you would lose (66,488) from holding Lotte Reit Co or give up 17.36% of portfolio value over 90 days. Lotte Reit Co is generating negative expected returns and assumes 1.7014% volatility on return distribution over the 90 days horizon. Simply put, 15% of stocks are less volatile than Lotte, and 99% of all equity instruments are likely to generate higher returns than the company over the next 90 trading days. Expected Return |
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Lotte Reit Market Risk Analysis
Today, many novice investors tend to focus exclusively on investment returns with little concern for Lotte Reit's investment risk. Standard deviation is the most common way to measure market volatility of stocks, such as Lotte Reit Co, and traders can use it to determine the average amount a Lotte Reit's price has deviated from the expected return over a period of time. It is calculated by determining the expected price for the established period and then subtracting this figure from each price point. The differences are then squared, summed, and averaged to produce the variance.
Sharpe Ratio = -0.1813
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| Cash | Small Risk | Average Risk | High Risk | Huge Risk |
| Negative Returns | 330590 |
Estimated Market Risk
| 1.7 actual daily | 15 85% of assets are more volatile |
Expected Return
| -0.31 actual daily | 0 Most of other assets have higher returns |
Risk-Adjusted Return
| -0.18 actual daily | 0 Most of other assets perform better |
Based on monthly moving average Lotte Reit is not performing at its full potential. However, if added to a well diversified portfolio the total return can be enhanced and market risk can be reduced. You can increase risk-adjusted return of Lotte Reit by adding Lotte Reit to a well-diversified portfolio.
Things to note about Lotte Reit performance evaluation
Checking the ongoing alerts about Lotte Reit for important developments is a great way to find new opportunities for your next move. Stock alerts and notifications screener for Lotte Reit help investors to be notified of important events, changes in technical or fundamental conditions, and significant headlines that can affect investment decisions.| Lotte Reit generated a negative expected return over the last 90 days |
- Analyzing Lotte Reit's financial statements, including its income statement, balance sheet, and cash flow statement, helps in understanding its overall financial health and growth potential.
- Getting a closer look at valuation ratios like price-to-earnings (P/E) ratio, price-to-sales (P/S) ratio, and price-to-book (P/B) ratio help in understanding whether Lotte Reit's stock is overvalued or undervalued compared to its peers.
- Examining Lotte Reit's industry or sector and how it is performing can give you an idea of its growth potential and how it is positioned relative to its competitors.
- Evaluating Lotte Reit's management team can have a significant impact on its success or failure. Reviewing the track record and experience of Lotte Reit's management team can help you assess the Company's leadership.
- Pay attention to analyst opinions and ratings of Lotte Reit's stock. These opinions can provide insight into Lotte Reit's potential for growth and whether the stock is currently undervalued or overvalued.
Complementary Tools for Lotte Stock analysis
When running Lotte Reit's price analysis, check to measure Lotte Reit's market volatility, profitability, liquidity, solvency, efficiency, growth potential, financial leverage, and other vital indicators. We have many different tools that can be utilized to determine how healthy Lotte Reit is operating at the current time. Most of Lotte Reit's value examination focuses on studying past and present price action to predict the probability of Lotte Reit's future price movements. You can analyze the entity against its peers and the financial market as a whole to determine factors that move Lotte Reit's price. Additionally, you may evaluate how the addition of Lotte Reit to your portfolios can decrease your overall portfolio volatility.
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